NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 07-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.42 |
107.05 |
-0.37 |
-0.3% |
109.82 |
| High |
107.55 |
107.97 |
0.42 |
0.4% |
109.82 |
| Low |
106.45 |
106.59 |
0.14 |
0.1% |
106.30 |
| Close |
106.45 |
107.97 |
1.52 |
1.4% |
107.83 |
| Range |
1.10 |
1.38 |
0.28 |
25.5% |
3.52 |
| ATR |
1.30 |
1.31 |
0.02 |
1.2% |
0.00 |
| Volume |
4,505 |
9,165 |
4,660 |
103.4% |
47,016 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.65 |
111.19 |
108.73 |
|
| R3 |
110.27 |
109.81 |
108.35 |
|
| R2 |
108.89 |
108.89 |
108.22 |
|
| R1 |
108.43 |
108.43 |
108.10 |
108.66 |
| PP |
107.51 |
107.51 |
107.51 |
107.63 |
| S1 |
107.05 |
107.05 |
107.84 |
107.28 |
| S2 |
106.13 |
106.13 |
107.72 |
|
| S3 |
104.75 |
105.67 |
107.59 |
|
| S4 |
103.37 |
104.29 |
107.21 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.54 |
116.71 |
109.77 |
|
| R3 |
115.02 |
113.19 |
108.80 |
|
| R2 |
111.50 |
111.50 |
108.48 |
|
| R1 |
109.67 |
109.67 |
108.15 |
108.83 |
| PP |
107.98 |
107.98 |
107.98 |
107.56 |
| S1 |
106.15 |
106.15 |
107.51 |
105.31 |
| S2 |
104.46 |
104.46 |
107.18 |
|
| S3 |
100.94 |
102.63 |
106.86 |
|
| S4 |
97.42 |
99.11 |
105.89 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113.84 |
|
2.618 |
111.58 |
|
1.618 |
110.20 |
|
1.000 |
109.35 |
|
0.618 |
108.82 |
|
HIGH |
107.97 |
|
0.618 |
107.44 |
|
0.500 |
107.28 |
|
0.382 |
107.12 |
|
LOW |
106.59 |
|
0.618 |
105.74 |
|
1.000 |
105.21 |
|
1.618 |
104.36 |
|
2.618 |
102.98 |
|
4.250 |
100.73 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
107.74 |
107.77 |
| PP |
107.51 |
107.56 |
| S1 |
107.28 |
107.36 |
|